Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.551 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47382.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45987.17 Kr¶

PnL: ---------------------------------------> -901.4 Kr¶

DD now: ---------------------------------> -2.566 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 10:46:15.605399'

Anic Portfolio¶

Today¶

Return: -1.094 %¶

This Week¶

Return: -0.318 %¶

Total¶

Return: 55.117 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
Corem Property Group B 59 -0.930000 631.890000 54.890000 9.510000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.750000 395.000000 40.000000 11.270000 355.000000
SAAB B 8 0.400000 3415.200000 38.200000 1.130000 3377.000000
OEM International B 7 -1.370000 553.700000 25.700000 4.870000 527.999997
Norva24 Group 16 -1.450000 563.840000 20.840000 3.840000 543.000000
HMS Networks 2 -3.320000 687.600000 14.600000 2.170000 673.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Intrum 4 -2.320000 540.000000 13.000000 2.470000 527.000000
Coor Service Management Hold. 8 -1.310000 544.400000 12.400000 2.330000 532.000000
MedCap 2 -2.910000 433.000000 12.000000 2.850000 421.000000
Boozt 12 -3.340000 1665.600000 11.600000 0.700000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.460000 247.920000 1.920000 0.780000 246.000000
AcadeMedia 12 -1.900000 558.240000 1.240000 0.220000 557.000004
Securitas B 6 -0.590000 570.960000 0.960000 0.170000 570.000000
Swedbank A 3 -0.480000 564.450000 0.450000 0.080000 564.000000
Resurs Holding 22 -0.840000 574.420000 0.420000 0.070000 573.999998
Essity B 2 0.320000 572.000000 -2.000000 -0.350000 574.000000
Handelsbanken A 5 0.510000 543.750000 -2.250000 -0.410000 546.000000
Essity A 4 0.170000 1146.000000 -3.000000 -0.260000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
Midsona B 63 -0.220000 573.300000 -9.700000 -1.660000 582.999984
Fastighetsbolag. Emilshus Pref 21 -2.950000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -2.680000 519.350000 -14.650000 -2.740000 533.999999
Nordea Bank Abp 29 -0.610000 3418.520000 -35.480000 -1.030000 3453.999992
Vivesto 1368 -0.580000 566.630000 -46.370000 -7.560000 612.999432
International Petroleum Corp. 5 -3.930000 538.500000 -56.070000 -9.430000 594.565215
Sampo Oyj SDB 7 0.280000 3748.500000 -101.500000 -2.640000 3850.000000
Axfood 13 -0.210000 3620.500000 -135.500000 -3.610000 3756.000001
OX2 18 -2.060000 1495.800000 -168.200000 -10.110000 1663.999992
Fasadgruppen Group 35 1.220000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -3.830000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 45987.170000 -901.400000 -2.56593% 46888.564618

Updated:¶

'2023-01-19 10:46:28.148302'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶